3 Day Bull Bear

• 04/16/2017 at 12:38 PM #32163
  GraHal

  *Code Attached: 160417-GH 3DayBullBear UKX 5M (v1.0)

  Hello Fellow Traders

  Attached – 3DayBullBear UKX 5M (v1.0)

  Backtest results shown are Spreadbet (@ £1 per point) with a 2 point spread.

  Please BackTest over 200K bars (I have max 100K bars) and post results on here.  No  / zero  SellShort  Trades trigger for me is this due to short conditions not met over my 100,000 bars??

  Please code up improvements and post on here.

  Cheers GraHal

  *PS I’ll arrange (via Mods) for latest version code to be available in first post of Thread at all times (saves scrolling / reading pages to find latest improvements. Also a trial to see if version control can work on this site?).  

  //https://www.prorealcode.com/forum/prorealtime-english-forum/proorder-support/3-day-bull-bear/ //160417-GH 3DayBullBear UKX 5M (v1.0) DEFPARAM CUMULATEORDERS = False Threedaybull = dclose(1)>dopen(2) and dclose(2)>dopen(3) Threedaybear = dclose(1)<dopen(2) and dclose(2)<dopen(3) Currentdaybear = open[0]<((dhigh(1)-dlow(1))/2) Currentdaybull = open[0]>((dhigh(1)-dlow(1))/2) //Go Long If Threedaybear and Currentdaybull and Close > Average[70](close) Then Buy 1 contract at dhigh(1)stop Endif //Go Short If Threedaybull and Currentdaybear and Close < Average[70](close) Then Sellshort 1 contract at dlow(1)stop Endif //Exit Long (if 'going nowhere') If Close < Average[200](close) and BarIndex - TradeIndex = 210 and Positionperf < 0 Then Sell at Market Endif //Exit Short(if 'going nowhere') If Close > Average[200](close) and BarIndex - TradeIndex = 210 and Positionperf < 0 Then ExitShort at Market Endif //Stops and Targets Set stop ploss 175 Set target pprofit 125

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34

  //https://www.prorealcode.com/forum/prorealtime-english-forum/proorder-support/3-day-bull-bear/ //160417-GH 3DayBullBear UKX 5M (v1.0)   DEFPARAM CUMULATEORDERS = False   Threedaybull = dclose(1)>dopen(2) and dclose(2)>dopen(3) Threedaybear = dclose(1)<dopen(2) and dclose(2)<dopen(3)   Currentdaybear = open[0]<((dhigh(1)-dlow(1))/2) Currentdaybull = open[0]>((dhigh(1)-dlow(1))/2)   //Go Long If Threedaybear and Currentdaybull and Close > Average[70](close) Then Buy 1 contract at dhigh(1)stop Endif   //Go Short If Threedaybull and Currentdaybear and Close < Average[70](close) Then Sellshort 1 contract at dlow(1)stop Endif   //Exit Long (if 'going nowhere') If Close < Average[200](close) and BarIndex - TradeIndex = 210 and Positionperf < 0 Then Sell at Market Endif   //Exit Short(if 'going nowhere') If Close > Average[200](close) and BarIndex - TradeIndex = 210 and Positionperf < 0 Then ExitShort at Market Endif   //Stops and Targets Set stop ploss 175 Set target pprofit 125

   

  

  GraHal

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  04/16/2017 at 2:15 PM #32184
  GraHal

  Good to get away from the screen and ‘have a think’ … above is flawed and that’s why there’s no Short Trades?

  With my code

  ((dhigh(1)-dlow(1))/2)

  I wanted mid-price but above will not give mid-price.

  I’ll amend later, got to get ready for Easter Family Time!

  GraHal

   

  

  GraHal

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  04/17/2017 at 1:05 PM #32297
  GraHal

  Code Attached:  170417 3DBullBear UKX 5M (v2)

  (I’ll have to open Firefox to add code using Insert PRT Code button)

  //https://www.prorealcode.com/topic/3-day-bull-bear/ //170417-GH 3DBullBear UKX 5M (v2.0) DEFPARAM CUMULATEORDERS = False Threedaybull = dclose(1)>dopen(2) and dclose(2)>dopen(3) and dclose(3)>dopen(4) Threedaybear = dclose(1)<dopen(2) and dclose(2)<dopen(3) and dclose(3)<dopen(4) Currentdaybear = dopen(0)<dclose(1) Currentdaybull = dopen(0)>dclose(1) //Go Long If Threedaybear and Currentdaybull Then Buy 1 contract at dopen(1)stop Endif //Go Short If Threedaybull and Currentdaybear Then Sellshort 1 contract at dopen(1)stop Endif //Stops and Targets Set stop ploss 100 Set target pprofit 125

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  //https://www.prorealcode.com/topic/3-day-bull-bear/ //170417-GH 3DBullBear UKX 5M (v2.0)   DEFPARAM CUMULATEORDERS = False   Threedaybull = dclose(1)>dopen(2) and dclose(2)>dopen(3) and dclose(3)>dopen(4) Threedaybear = dclose(1)<dopen(2) and dclose(2)<dopen(3) and dclose(3)<dopen(4)   Currentdaybear = dopen(0)<dclose(1) Currentdaybull = dopen(0)>dclose(1)   //Go Long If Threedaybear and Currentdaybull Then Buy 1 contract at dopen(1)stop Endif   //Go Short If Threedaybull and Currentdaybear Then Sellshort 1 contract at dopen(1)stop Endif   //Stops and Targets Set stop ploss 100 Set target pprofit 125

   

  

  GraHal

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  04/17/2017 at 2:07 PM #32309
  GraHal

  Now how do I get my V2 code at the top of the this Thread as I proposed in my first post?

  I’m sure Nicolas is ‘all over this’ with a workable solution so I’ll leave it for now as I know he’s busy and I can’t direct message a Mod.

  Maybe another button alongside ‘reply’ … add .itf file to 1st Post … if this could be done and then original posters / Thread Authors can be self-sufficient and add latest version code to their original Post??

  GraHal

  

  GraHal

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  04/18/2017 at 12:43 PM #32447
  Nicolas

  hey Grahal, you’ll find attached the 200k bars backtest. Not so bad, but surely overfit on last 100k ones I think? Added 1.5 point spread.

  Thanks for all suggestions about forums improvements, I heard everything. Sometimes ideas are nice, but involved 1 or 2 days of dev, I think I’ll have to do them on spare time!

   

  

  Nicolas

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  04/18/2017 at 10:14 PM #32526
  GraHal

  I agree Nicolas, ideas are easy … clever is he who makes them happen! 🙂

  No dev time for you (you don’t need it!) and no hardship for us … another idea / suggestion below to make latest version code available on the first post of a Thread (voluntary basis).

  Thread / Code Authors provide a link in the first post to a folder in their dropbox / google drive / similar where they store latest version code.

  Discussions and code can be added as now to the thread at any point, but it would be up to thread originator to add latest version code to his dropbox / google drive.

  I can put this on the ‘site suggestions thread’ if you wish, but to round off my ‘crazy ideas above’ 🙂 I added it here to close the loop.

  Best Regards
  GraHal

   

   

  

  GraHal

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